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Global convergence result for conjugate gradient methods

Authors:

Y. F. Hu C. Storey

Affiliation:

1. Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England

Abstract:

Conjugate gradient optimization algorithms depend on the search directions,

$begin{gathered} s^{(1)} = - g^{(1)} , hfill s^{(k + 1)} = - g^{(k + 1)} + beta ^{(k)} s^{(k)} ,k geqslant 1, hfill end{gathered}$

Keywords:	Conjugate gradient algorithms global convergence
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